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Re: Creating 3D graphs TS optimization Results



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Message backlog; sorry for the delay in replying.

Ernie wrote:
>Has anyone developed the EL code to export the appropriate
>data to do 3D analysis on the input parameters under test?

My _SystemQuality function at http://unicorn.us.com/trading/el.html
can be modified to do this, but once you get it into Excel it's
difficult to get into shape for viewing like you want.

The problem is that you have to convert a sequential list of
optimization results into a 2-D table of optimization results.
I guess one could write a macro to search through the list and
populate a table which you then plot using a 3-D surface plot.

>I was led http://www.rinafinancial.com/3DSmartView.asp , to
>look at the 3DSmartView product.  But, it seems that that
>kind of chart could be developed using Excel, given the
>right data.  Has anyone done this or something similar?

Well, Excel's 3-D capabilities really suck, in my opinion.  Excel
will do a 3-D surface plot, but you don't have much control over
color gradations or scaling.  If you have "too much" data you get a
sea of black because Excel insists on drawing a thick outline around
every square cell on the surface.

Other problems:  For example if you're plotting net profit on the
Z axis, and two control parameters on the X and Y axes, you have
no control over how long the X and Y axes are, or how they're
scaled. Excel just assumes each axis is a series without regard to
values along the axes, so labeling them properly is a pain.

If you don't already have access to something like MatLab or
LabView, then this 3DSmartView software may be the way to go.
You'd probably spend over $500 of your time implementing the same
functionality in Excel.


-- 
  ,|___    Alex Matulich -- alex@xxxxxxxxxxxxxx
 // +__>   Director of Research and Development
 //  \ 
 // __)    Unicorn Research Corporation -- http://unicorn.us.com